+405.3%
ALM vs JAAA
+27.5%
+377.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -19.3% | +0.4% | -19.8% | -20.0% |
| 3M | -40.6% | +1.2% | -41.9% | -41.9% |
| 6M | -57.9% | +2.3% | -60.2% | -59.6% |
| YTD | -6.7% | +4.0% | -10.7% | -13.0% |
| 1Y | +20.2% | +4.8% | +15.4% | +10.7% |
| 3Y | +879.4% | +18.4% | +861.0% | +710.5% |
| All | +405.3% | +27.5% | +377.8% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling